The other common headphones for working on location are the Beyer DT150--but these are also shockingly expensive.

I've also used Sennheiser HD 25 headphones and they work well and have a good sound at a significantly lower price than either of the "standards". The ear cups are a bit small so I'd suggest you try them for isolation before laying out your cash though.

A staple in many studios, location sound, monitoring, etc is the Sony MDR-7506. It's a bit bass heavy at times, so like any headphone you need to "learn" them. Similar to Steve, I have the Sennheiser HD600's for critical listening and a much cheaper pair of Senn's (205's? I can't recall) for general use. I also have the Sony 7506. Both Sony and Senn's are really comfortable and isolated.

Others I know use AKG's, Grado and Beyer dynamic. None of those have ever worked for me personally in terms of fit or sound.

If you plan to record while wearing the headphones (voice over, etc) you will want full "closed ear" so the bleed is minimized in to the mic.

http://www.headphone.com has pretty good write ups, generally focused on the "audiophile" (which I believe is short for "non-pro users with credit cards") but I've found the reviews reasonable and pretty fair.

The other common headphones for working on location are the Beyer DT150--but these are also shockingly expensive.

I should have mentioned that I also have two pairs of Beyer DT250's - even more expensive, but I find them to be more comfortable than the 150s, of which I have one (now broken) pair. As closed-back headphones though, they are pretty good. Colin says he doesn't get on with Beyers, and that's quite important - it really pays to try several different types in a shop before spending too much on a pair, just to make sure that you get on with them.

+1 to what Steve says--the fit and feel is as important as the sound, if not more so if you're wearing them for hours at a time.

Regarding the Sony 7506, I use them for live sound work but, speaking personally, I use them for the highish levels and good isolation. I'd be less happy using them for any critical monitoring (the bass exaggeration as already mentioned) and I also find them uncomfortable after a few minutes.

I'll just underline the point that you need to go try some yourself before making a decision. Headphone choice is so subjective, even more so than choice of nearfield monitors, because the shape of the outer ear plays a much bigger role in the sound you'll experience with a given set of headphones. A good fit to your head and ears is important, too. It varies so much from person to person that you owe it to yourself to spend time on primary research before spending the cash.